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First-Passage Densities of Controlled Gaussian Processes

✍ Scribed by Mario Lefebvre

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the evaluation of first passage time

✍ Luigi M. Ricciardi; Shunsuke Sato 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 910 KB

On the Asymptotic Behavior of First Pass

✍ E. Di Nardo; A. G. Nobile; E. Pirozzi; L. M. Ricciardi 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 392 KB

First Passage Densities and Boundary Cro

✍ Andrew N. Downes; Konstantin Borovkov 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 532 KB

First-Passage-Time Density and Moments o

✍ Luigi M. Ricciardi and Shunsuke Sato 📂 Article 📅 1988 🏛 Applied Probability Trust 🌐 English ⚖ 948 KB

Convergence of densities of some functio

✍ Hu, Yaozhong; Lu, Fei; Nualart, David 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 573 KB

A note on first passage time problems fo

✍ Ricciardi, L.; Sato, S. 📂 Article 📅 1983 🏛 IEEE 🌐 English ⚖ 541 KB